Option prices in the equity, index and commodity markets: the ``message from markets

DOI10.1142/9789811259142_0020MaRDI QIDQ6599198zbMATH OpenFDO

Authors Ehud I. Ronn

Publication date 6 September 2024

Full work available at URL https://doi.org/10.1142/9789811259142_0020

zbMATH Keywords

Arab spring of 2011crises of 1990/1991 and 2003implied vol VIXinformativeness of option marketsjump-diffusion modelmessage from markets

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Recommendations

• Probing option prices for information
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